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Trade: SAND/USDT/360/DCM/VWMA/2875

Strategy
SAND/USDT/360/DCM/VWMA/2875
Pair
SAND_USDT
Interval
6h
Score
626750
Daily Profit
0.253817
Profit Factor
3.073125
Profitability
71.875000
Streak
285.004291
Best Strategy
Training Data Length
1880.000000
Evaluation Time
2025-10-07 15:06
Expiration Time
2025-12-02 17:36

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -1087161.6653 -11437.4138 -1075724.2516 169330.54 -11472110.9049 11641441.4449
Total P&L (%) -1087.1617 -11.4374 -1075.7243 169.3305 -11472.1109 11641.4414
Avg Daily Profit (%) -0.5783 -0.0061 -0.5722 0.0527 0 0.2538
Buy And Hold Return (%) 586.1332 586.1332 586.1332 586.1332 586.1332 586.1332
Max Trade Drawdown -1208460 -196615 -1124235 -8919822 -11966785 -3932464
Profit Factor 0.3119 0.9614 0.1617 1.0085 0.1955 3.0731
Total Trades 63 31 32 63 31 32
Winning Trades 38 16 22 36 13 23
Losing Trades 25 15 10 27 18 9
Profitability (%) 60.3175 51.6129 68.75 57.1429 41.9355 71.875
Ratio Avg Win / Avg Loss 0.2052 0.9013 0.0735 0.7564 0.2707 1.2025
Largest Winning Trade 46248 46248 28010 11328751 763835 11328751
Largest Losing Trade -608375 -52316 -608375 -4751274 -4751274 -2314119
Avg Bars in Trades 114 141 89 114 141 89
Avg Bars in Winners 73 109 46 79 100 68
Avg Bars in Losers 178 175 182 161 170 142
Bars Traded 7229 4371 2858 7229 4371 2858
Profit Streak 164.5043 164.5043 285.0043 164.5043 164.5043 285.0043
Trades During Streak 5 2 3 5 2 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -729029 -579642 -577031 -649783 -582987 626750
Evaluation Data
{
    "trading_pair": "SAND_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7520,
    "evaluation_days": 1880,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1601661600000,
    "last_datapoint_time": 1759816800000,
    "evaluation_time": 1759838770706,
    "expiration_time": 1764689760000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 68,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 198,
            "offset": 0
        }
    }
}
Raw JSON (Stats)
{
    "columns": [
        "SB",
        "SL",
        "SS",
        "CB",
        "CL",
        "CS"
    ],
    "index": [
        "Total P&L",
        "Total P&L (%)",
        "Avg Daily Profit (%)",
        "Buy And Hold Return (%)",
        "Max Trade Drawdown",
        "Profit Factor",
        "Total Trades",
        "Winning Trades",
        "Losing Trades",
        "Profitability (%)",
        "Ratio Avg Win / Avg Loss",
        "Largest Winning Trade",
        "Largest Losing Trade",
        "Avg Bars in Trades",
        "Avg Bars in Winners",
        "Avg Bars in Losers",
        "Bars Traded",
        "Profit Streak",
        "Trades During Streak",
        "Trades Multiplier",
        "score"
    ],
    "data": [
        [
            -1087161.6653428324,
            -11437.4137787583,
            -1075724.2515640748,
            169330.5399830829,
            -11472110.90490335,
            11641441.444886437
        ],
        [
            -1087.161665,
            -11.437414,
            -1075.724252,
            169.33054,
            -11472.110905,
            11641.441445
        ],
        [
            -0.578277,
            -0.006084,
            -0.572194,
            0.052714,
            0,
            0.253817
        ],
        [
            586.13317,
            586.13317,
            586.13317,
            586.13317,
            586.13317,
            586.13317
        ],
        [
            -1208460,
            -196615,
            -1124235,
            -8919822,
            -11966785,
            -3932464
        ],
        [
            0.311867,
            0.961439,
            0.16173,
            1.00852,
            0.195513,
            3.073125
        ],
        [
            63,
            31,
            32,
            63,
            31,
            32
        ],
        [
            38,
            16,
            22,
            36,
            13,
            23
        ],
        [
            25,
            15,
            10,
            27,
            18,
            9
        ],
        [
            60.31746,
            51.612903,
            68.75,
            57.142857,
            41.935484,
            71.875
        ],
        [
            0.205175,
            0.901349,
            0.073513,
            0.75639,
            0.270711,
            1.202527
        ],
        [
            46248,
            46248,
            28010,
            11328751,
            763835,
            11328751
        ],
        [
            -608375,
            -52316,
            -608375,
            -4751274,
            -4751274,
            -2314119
        ],
        [
            114,
            141,
            89,
            114,
            141,
            89
        ],
        [
            73,
            109,
            46,
            79,
            100,
            68
        ],
        [
            178,
            175,
            182,
            161,
            170,
            142
        ],
        [
            7229,
            4371,
            2858,
            7229,
            4371,
            2858
        ],
        [
            164.50429,
            164.504291,
            285.00429,
            164.504291,
            164.504291,
            285.004291
        ],
        [
            5,
            2,
            3,
            5,
            2,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -729029,
            -579642,
            -577031,
            -649783,
            -582987,
            626750
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SAND_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 7520,
    "evaluation_days": 1880,
    "actual_first_datapoint_time": 1597406400000,
    "first_datapoint_time": 1601661600000,
    "last_datapoint_time": 1759816800000,
    "evaluation_time": 1759838770706,
    "expiration_time": 1764689760000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "dcm",
        "factors": {
            "length": 68,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 198,
            "offset": 0
        }
    }
}

Visualization

Default 0.1% (applied once per trade) Default Flip immediately Chart only
# Side Entry time Exit time Entry price Exit price PnL PnL % (gross) PnL % (after margin) Duration Equity (Compounded 1000) Equity (Chart Exit) Δ $ (Chart - Table) Equity (Fixed 1000)